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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sun, 14 Dec 2008 08:59:12 -0700

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2008/Dec/14/t12292704526pnduusil8kqpky.htm/, Retrieved Wed, 15 May 2024 06:11:28 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=33451, Retrieved Wed, 15 May 2024 06:11:28 +0000

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Estimated Impact

198

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)

-     [(Partial) Autocorrelation Function] [(P)ACF Totale omzet] [2007-12-20 14:02:48] [74be16979710d4c4e7c6647856088456]
- R PD    [(Partial) Autocorrelation Function] [werkloosheid] [2008-12-14 15:59:12] [5925747fb2a6bb4cfcd8015825ee5e92] [Current]

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Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	0 seconds
R Server	'George Udny Yule' @ 72.249.76.132

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 0 seconds \tabularnewline
R Server & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33451&T=0

[TABLE]
[ROW][C]Summary of computational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]0 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33451&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33451&T=0

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	0 seconds
R Server	'George Udny Yule' @ 72.249.76.132

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.085905	-0.7238	0.23577
2	0.15	1.2639	0.105196
3	-0.022676	-0.1911	0.424506
4	-0.024727	-0.2084	0.417776
5	0.161714	1.3626	0.088653
6	-0.044322	-0.3735	0.354958
7	0.127774	1.0766	0.142643
8	-0.065304	-0.5503	0.291933
9	0.15825	1.3334	0.093325
10	0.030755	0.2591	0.398136
11	-0.059415	-0.5006	0.309086
12	-0.086586	-0.7296	0.234021
13	0.049664	0.4185	0.33843
14	0.194346	1.6376	0.052966
15	-0.098479	-0.8298	0.204718
16	0.136582	1.1509	0.126826
17	-0.101705	-0.857	0.19717
18	0.132221	1.1141	0.134494
19	0.088472	0.7455	0.229221
20	0.005852	0.0493	0.480405
21	0.115294	0.9715	0.167304
22	-0.053254	-0.4487	0.327497
23	0.07891	0.6649	0.254132
24	-0.166236	-1.4007	0.082826
25	0.022858	0.1926	0.423908
26	-0.139982	-1.1795	0.121067
27	0.139579	1.1761	0.12174
28	-0.009094	-0.0766	0.469567
29	-0.015146	-0.1276	0.449403
30	-0.080258	-0.6763	0.250536
31	-0.127164	-1.0715	0.143785
32	0.06062	0.5108	0.305539
33	-0.037903	-0.3194	0.375189
34	0.033018	0.2782	0.390829
35	0.121373	1.0227	0.154958
36	0.011396	0.096	0.461886

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.085905 & -0.7238 & 0.23577 \tabularnewline
2 & 0.15 & 1.2639 & 0.105196 \tabularnewline
3 & -0.022676 & -0.1911 & 0.424506 \tabularnewline
4 & -0.024727 & -0.2084 & 0.417776 \tabularnewline
5 & 0.161714 & 1.3626 & 0.088653 \tabularnewline
6 & -0.044322 & -0.3735 & 0.354958 \tabularnewline
7 & 0.127774 & 1.0766 & 0.142643 \tabularnewline
8 & -0.065304 & -0.5503 & 0.291933 \tabularnewline
9 & 0.15825 & 1.3334 & 0.093325 \tabularnewline
10 & 0.030755 & 0.2591 & 0.398136 \tabularnewline
11 & -0.059415 & -0.5006 & 0.309086 \tabularnewline
12 & -0.086586 & -0.7296 & 0.234021 \tabularnewline
13 & 0.049664 & 0.4185 & 0.33843 \tabularnewline
14 & 0.194346 & 1.6376 & 0.052966 \tabularnewline
15 & -0.098479 & -0.8298 & 0.204718 \tabularnewline
16 & 0.136582 & 1.1509 & 0.126826 \tabularnewline
17 & -0.101705 & -0.857 & 0.19717 \tabularnewline
18 & 0.132221 & 1.1141 & 0.134494 \tabularnewline
19 & 0.088472 & 0.7455 & 0.229221 \tabularnewline
20 & 0.005852 & 0.0493 & 0.480405 \tabularnewline
21 & 0.115294 & 0.9715 & 0.167304 \tabularnewline
22 & -0.053254 & -0.4487 & 0.327497 \tabularnewline
23 & 0.07891 & 0.6649 & 0.254132 \tabularnewline
24 & -0.166236 & -1.4007 & 0.082826 \tabularnewline
25 & 0.022858 & 0.1926 & 0.423908 \tabularnewline
26 & -0.139982 & -1.1795 & 0.121067 \tabularnewline
27 & 0.139579 & 1.1761 & 0.12174 \tabularnewline
28 & -0.009094 & -0.0766 & 0.469567 \tabularnewline
29 & -0.015146 & -0.1276 & 0.449403 \tabularnewline
30 & -0.080258 & -0.6763 & 0.250536 \tabularnewline
31 & -0.127164 & -1.0715 & 0.143785 \tabularnewline
32 & 0.06062 & 0.5108 & 0.305539 \tabularnewline
33 & -0.037903 & -0.3194 & 0.375189 \tabularnewline
34 & 0.033018 & 0.2782 & 0.390829 \tabularnewline
35 & 0.121373 & 1.0227 & 0.154958 \tabularnewline
36 & 0.011396 & 0.096 & 0.461886 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33451&T=1

[TABLE]
[ROW][C]Autocorrelation Function[/C][/ROW]
[ROW][C]Time lag k[/C][C]ACF(k)[/C][C]T-STAT[/C][C]P-value[/C][/ROW]
[ROW][C]1[/C][C]-0.085905[/C][C]-0.7238[/C][C]0.23577[/C][/ROW]
[ROW][C]2[/C][C]0.15[/C][C]1.2639[/C][C]0.105196[/C][/ROW]
[ROW][C]3[/C][C]-0.022676[/C][C]-0.1911[/C][C]0.424506[/C][/ROW]
[ROW][C]4[/C][C]-0.024727[/C][C]-0.2084[/C][C]0.417776[/C][/ROW]
[ROW][C]5[/C][C]0.161714[/C][C]1.3626[/C][C]0.088653[/C][/ROW]
[ROW][C]6[/C][C]-0.044322[/C][C]-0.3735[/C][C]0.354958[/C][/ROW]
[ROW][C]7[/C][C]0.127774[/C][C]1.0766[/C][C]0.142643[/C][/ROW]
[ROW][C]8[/C][C]-0.065304[/C][C]-0.5503[/C][C]0.291933[/C][/ROW]
[ROW][C]9[/C][C]0.15825[/C][C]1.3334[/C][C]0.093325[/C][/ROW]
[ROW][C]10[/C][C]0.030755[/C][C]0.2591[/C][C]0.398136[/C][/ROW]
[ROW][C]11[/C][C]-0.059415[/C][C]-0.5006[/C][C]0.309086[/C][/ROW]
[ROW][C]12[/C][C]-0.086586[/C][C]-0.7296[/C][C]0.234021[/C][/ROW]
[ROW][C]13[/C][C]0.049664[/C][C]0.4185[/C][C]0.33843[/C][/ROW]
[ROW][C]14[/C][C]0.194346[/C][C]1.6376[/C][C]0.052966[/C][/ROW]
[ROW][C]15[/C][C]-0.098479[/C][C]-0.8298[/C][C]0.204718[/C][/ROW]
[ROW][C]16[/C][C]0.136582[/C][C]1.1509[/C][C]0.126826[/C][/ROW]
[ROW][C]17[/C][C]-0.101705[/C][C]-0.857[/C][C]0.19717[/C][/ROW]
[ROW][C]18[/C][C]0.132221[/C][C]1.1141[/C][C]0.134494[/C][/ROW]
[ROW][C]19[/C][C]0.088472[/C][C]0.7455[/C][C]0.229221[/C][/ROW]
[ROW][C]20[/C][C]0.005852[/C][C]0.0493[/C][C]0.480405[/C][/ROW]
[ROW][C]21[/C][C]0.115294[/C][C]0.9715[/C][C]0.167304[/C][/ROW]
[ROW][C]22[/C][C]-0.053254[/C][C]-0.4487[/C][C]0.327497[/C][/ROW]
[ROW][C]23[/C][C]0.07891[/C][C]0.6649[/C][C]0.254132[/C][/ROW]
[ROW][C]24[/C][C]-0.166236[/C][C]-1.4007[/C][C]0.082826[/C][/ROW]
[ROW][C]25[/C][C]0.022858[/C][C]0.1926[/C][C]0.423908[/C][/ROW]
[ROW][C]26[/C][C]-0.139982[/C][C]-1.1795[/C][C]0.121067[/C][/ROW]
[ROW][C]27[/C][C]0.139579[/C][C]1.1761[/C][C]0.12174[/C][/ROW]
[ROW][C]28[/C][C]-0.009094[/C][C]-0.0766[/C][C]0.469567[/C][/ROW]
[ROW][C]29[/C][C]-0.015146[/C][C]-0.1276[/C][C]0.449403[/C][/ROW]
[ROW][C]30[/C][C]-0.080258[/C][C]-0.6763[/C][C]0.250536[/C][/ROW]
[ROW][C]31[/C][C]-0.127164[/C][C]-1.0715[/C][C]0.143785[/C][/ROW]
[ROW][C]32[/C][C]0.06062[/C][C]0.5108[/C][C]0.305539[/C][/ROW]
[ROW][C]33[/C][C]-0.037903[/C][C]-0.3194[/C][C]0.375189[/C][/ROW]
[ROW][C]34[/C][C]0.033018[/C][C]0.2782[/C][C]0.390829[/C][/ROW]
[ROW][C]35[/C][C]0.121373[/C][C]1.0227[/C][C]0.154958[/C][/ROW]
[ROW][C]36[/C][C]0.011396[/C][C]0.096[/C][C]0.461886[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33451&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33451&T=1

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.085905	-0.7238	0.23577
2	0.15	1.2639	0.105196
3	-0.022676	-0.1911	0.424506
4	-0.024727	-0.2084	0.417776
5	0.161714	1.3626	0.088653
6	-0.044322	-0.3735	0.354958
7	0.127774	1.0766	0.142643
8	-0.065304	-0.5503	0.291933
9	0.15825	1.3334	0.093325
10	0.030755	0.2591	0.398136
11	-0.059415	-0.5006	0.309086
12	-0.086586	-0.7296	0.234021
13	0.049664	0.4185	0.33843
14	0.194346	1.6376	0.052966
15	-0.098479	-0.8298	0.204718
16	0.136582	1.1509	0.126826
17	-0.101705	-0.857	0.19717
18	0.132221	1.1141	0.134494
19	0.088472	0.7455	0.229221
20	0.005852	0.0493	0.480405
21	0.115294	0.9715	0.167304
22	-0.053254	-0.4487	0.327497
23	0.07891	0.6649	0.254132
24	-0.166236	-1.4007	0.082826
25	0.022858	0.1926	0.423908
26	-0.139982	-1.1795	0.121067
27	0.139579	1.1761	0.12174
28	-0.009094	-0.0766	0.469567
29	-0.015146	-0.1276	0.449403
30	-0.080258	-0.6763	0.250536
31	-0.127164	-1.0715	0.143785
32	0.06062	0.5108	0.305539
33	-0.037903	-0.3194	0.375189
34	0.033018	0.2782	0.390829
35	0.121373	1.0227	0.154958
36	0.011396	0.096	0.461886

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.085905	-0.7238	0.23577
2	0.14368	1.2107	0.115018
3	0.000721	0.0061	0.497586
4	-0.049268	-0.4151	0.339645
5	0.16449	1.386	0.085039
6	-0.011562	-0.0974	0.461333
7	0.077917	0.6565	0.256799
8	-0.039216	-0.3304	0.37102
9	0.139374	1.1744	0.122083
10	0.04396	0.3704	0.356088
11	-0.090768	-0.7648	0.223456
12	-0.144594	-1.2184	0.113559
13	0.097949	0.8253	0.205974
14	0.202724	1.7082	0.045986
15	-0.124072	-1.0455	0.14968
16	0.056981	0.4801	0.316305
17	-0.000736	-0.0062	0.497534
18	0.102671	0.8651	0.194943
19	0.060999	0.514	0.304429
20	0.01186	0.0999	0.46034
21	0.097136	0.8185	0.207911
22	0.006247	0.0526	0.479083
23	-0.100611	-0.8478	0.199709
24	-0.191658	-1.6149	0.05538
25	0.045847	0.3863	0.350209
26	-0.110743	-0.9331	0.176957
27	0.081301	0.6851	0.247769
28	-0.042577	-0.3588	0.36042
29	0.029286	0.2468	0.402901
30	-0.128316	-1.0812	0.141631
31	-0.049417	-0.4164	0.339189
32	-0.008029	-0.0676	0.473127
33	0.105139	0.8859	0.189325
34	-0.02993	-0.2522	0.40081
35	0.138376	1.166	0.123762
36	0.028552	0.2406	0.405285

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.085905 & -0.7238 & 0.23577 \tabularnewline
2 & 0.14368 & 1.2107 & 0.115018 \tabularnewline
3 & 0.000721 & 0.0061 & 0.497586 \tabularnewline
4 & -0.049268 & -0.4151 & 0.339645 \tabularnewline
5 & 0.16449 & 1.386 & 0.085039 \tabularnewline
6 & -0.011562 & -0.0974 & 0.461333 \tabularnewline
7 & 0.077917 & 0.6565 & 0.256799 \tabularnewline
8 & -0.039216 & -0.3304 & 0.37102 \tabularnewline
9 & 0.139374 & 1.1744 & 0.122083 \tabularnewline
10 & 0.04396 & 0.3704 & 0.356088 \tabularnewline
11 & -0.090768 & -0.7648 & 0.223456 \tabularnewline
12 & -0.144594 & -1.2184 & 0.113559 \tabularnewline
13 & 0.097949 & 0.8253 & 0.205974 \tabularnewline
14 & 0.202724 & 1.7082 & 0.045986 \tabularnewline
15 & -0.124072 & -1.0455 & 0.14968 \tabularnewline
16 & 0.056981 & 0.4801 & 0.316305 \tabularnewline
17 & -0.000736 & -0.0062 & 0.497534 \tabularnewline
18 & 0.102671 & 0.8651 & 0.194943 \tabularnewline
19 & 0.060999 & 0.514 & 0.304429 \tabularnewline
20 & 0.01186 & 0.0999 & 0.46034 \tabularnewline
21 & 0.097136 & 0.8185 & 0.207911 \tabularnewline
22 & 0.006247 & 0.0526 & 0.479083 \tabularnewline
23 & -0.100611 & -0.8478 & 0.199709 \tabularnewline
24 & -0.191658 & -1.6149 & 0.05538 \tabularnewline
25 & 0.045847 & 0.3863 & 0.350209 \tabularnewline
26 & -0.110743 & -0.9331 & 0.176957 \tabularnewline
27 & 0.081301 & 0.6851 & 0.247769 \tabularnewline
28 & -0.042577 & -0.3588 & 0.36042 \tabularnewline
29 & 0.029286 & 0.2468 & 0.402901 \tabularnewline
30 & -0.128316 & -1.0812 & 0.141631 \tabularnewline
31 & -0.049417 & -0.4164 & 0.339189 \tabularnewline
32 & -0.008029 & -0.0676 & 0.473127 \tabularnewline
33 & 0.105139 & 0.8859 & 0.189325 \tabularnewline
34 & -0.02993 & -0.2522 & 0.40081 \tabularnewline
35 & 0.138376 & 1.166 & 0.123762 \tabularnewline
36 & 0.028552 & 0.2406 & 0.405285 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33451&T=2

[TABLE]
[ROW][C]Partial Autocorrelation Function[/C][/ROW]
[ROW][C]Time lag k[/C][C]PACF(k)[/C][C]T-STAT[/C][C]P-value[/C][/ROW]
[ROW][C]1[/C][C]-0.085905[/C][C]-0.7238[/C][C]0.23577[/C][/ROW]
[ROW][C]2[/C][C]0.14368[/C][C]1.2107[/C][C]0.115018[/C][/ROW]
[ROW][C]3[/C][C]0.000721[/C][C]0.0061[/C][C]0.497586[/C][/ROW]
[ROW][C]4[/C][C]-0.049268[/C][C]-0.4151[/C][C]0.339645[/C][/ROW]
[ROW][C]5[/C][C]0.16449[/C][C]1.386[/C][C]0.085039[/C][/ROW]
[ROW][C]6[/C][C]-0.011562[/C][C]-0.0974[/C][C]0.461333[/C][/ROW]
[ROW][C]7[/C][C]0.077917[/C][C]0.6565[/C][C]0.256799[/C][/ROW]
[ROW][C]8[/C][C]-0.039216[/C][C]-0.3304[/C][C]0.37102[/C][/ROW]
[ROW][C]9[/C][C]0.139374[/C][C]1.1744[/C][C]0.122083[/C][/ROW]
[ROW][C]10[/C][C]0.04396[/C][C]0.3704[/C][C]0.356088[/C][/ROW]
[ROW][C]11[/C][C]-0.090768[/C][C]-0.7648[/C][C]0.223456[/C][/ROW]
[ROW][C]12[/C][C]-0.144594[/C][C]-1.2184[/C][C]0.113559[/C][/ROW]
[ROW][C]13[/C][C]0.097949[/C][C]0.8253[/C][C]0.205974[/C][/ROW]
[ROW][C]14[/C][C]0.202724[/C][C]1.7082[/C][C]0.045986[/C][/ROW]
[ROW][C]15[/C][C]-0.124072[/C][C]-1.0455[/C][C]0.14968[/C][/ROW]
[ROW][C]16[/C][C]0.056981[/C][C]0.4801[/C][C]0.316305[/C][/ROW]
[ROW][C]17[/C][C]-0.000736[/C][C]-0.0062[/C][C]0.497534[/C][/ROW]
[ROW][C]18[/C][C]0.102671[/C][C]0.8651[/C][C]0.194943[/C][/ROW]
[ROW][C]19[/C][C]0.060999[/C][C]0.514[/C][C]0.304429[/C][/ROW]
[ROW][C]20[/C][C]0.01186[/C][C]0.0999[/C][C]0.46034[/C][/ROW]
[ROW][C]21[/C][C]0.097136[/C][C]0.8185[/C][C]0.207911[/C][/ROW]
[ROW][C]22[/C][C]0.006247[/C][C]0.0526[/C][C]0.479083[/C][/ROW]
[ROW][C]23[/C][C]-0.100611[/C][C]-0.8478[/C][C]0.199709[/C][/ROW]
[ROW][C]24[/C][C]-0.191658[/C][C]-1.6149[/C][C]0.05538[/C][/ROW]
[ROW][C]25[/C][C]0.045847[/C][C]0.3863[/C][C]0.350209[/C][/ROW]
[ROW][C]26[/C][C]-0.110743[/C][C]-0.9331[/C][C]0.176957[/C][/ROW]
[ROW][C]27[/C][C]0.081301[/C][C]0.6851[/C][C]0.247769[/C][/ROW]
[ROW][C]28[/C][C]-0.042577[/C][C]-0.3588[/C][C]0.36042[/C][/ROW]
[ROW][C]29[/C][C]0.029286[/C][C]0.2468[/C][C]0.402901[/C][/ROW]
[ROW][C]30[/C][C]-0.128316[/C][C]-1.0812[/C][C]0.141631[/C][/ROW]
[ROW][C]31[/C][C]-0.049417[/C][C]-0.4164[/C][C]0.339189[/C][/ROW]
[ROW][C]32[/C][C]-0.008029[/C][C]-0.0676[/C][C]0.473127[/C][/ROW]
[ROW][C]33[/C][C]0.105139[/C][C]0.8859[/C][C]0.189325[/C][/ROW]
[ROW][C]34[/C][C]-0.02993[/C][C]-0.2522[/C][C]0.40081[/C][/ROW]
[ROW][C]35[/C][C]0.138376[/C][C]1.166[/C][C]0.123762[/C][/ROW]
[ROW][C]36[/C][C]0.028552[/C][C]0.2406[/C][C]0.405285[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33451&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33451&T=2

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.085905	-0.7238	0.23577
2	0.14368	1.2107	0.115018
3	0.000721	0.0061	0.497586
4	-0.049268	-0.4151	0.339645
5	0.16449	1.386	0.085039
6	-0.011562	-0.0974	0.461333
7	0.077917	0.6565	0.256799
8	-0.039216	-0.3304	0.37102
9	0.139374	1.1744	0.122083
10	0.04396	0.3704	0.356088
11	-0.090768	-0.7648	0.223456
12	-0.144594	-1.2184	0.113559
13	0.097949	0.8253	0.205974
14	0.202724	1.7082	0.045986
15	-0.124072	-1.0455	0.14968
16	0.056981	0.4801	0.316305
17	-0.000736	-0.0062	0.497534
18	0.102671	0.8651	0.194943
19	0.060999	0.514	0.304429
20	0.01186	0.0999	0.46034
21	0.097136	0.8185	0.207911
22	0.006247	0.0526	0.479083
23	-0.100611	-0.8478	0.199709
24	-0.191658	-1.6149	0.05538
25	0.045847	0.3863	0.350209
26	-0.110743	-0.9331	0.176957
27	0.081301	0.6851	0.247769
28	-0.042577	-0.3588	0.36042
29	0.029286	0.2468	0.402901
30	-0.128316	-1.0812	0.141631
31	-0.049417	-0.4164	0.339189
32	-0.008029	-0.0676	0.473127
33	0.105139	0.8859	0.189325
34	-0.02993	-0.2522	0.40081
35	0.138376	1.166	0.123762
36	0.028552	0.2406	0.405285

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 1 ; par5 = 12 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 1 ; par5 = 12 ;

R code (references can be found in the software module):

if (par1 == 'Default') {
par1 = 10*log10(length(x))
} else {
par1 <- as.numeric(par1)
}
par2 <- as.numeric(par2)
par3 <- as.numeric(par3)
par4 <- as.numeric(par4)
par5 <- as.numeric(par5)
if (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='pic1.png')
racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF')
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
dev.off()
(myacf <- c(racf$acf))
(mypacf <- c(rpacf$acf))
lengthx <- length(x)
sqrtn <- sqrt(lengthx)
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('basics.htm','ACF(k)','click here for more information about the Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 2:(par1+1)) {
a<-table.row.start(a)
a<-table.element(a,i-1,header=TRUE)
a<-table.element(a,round(myacf[i],6))
mytstat <- myacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Partial Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('basics.htm','PACF(k)','click here for more information about the Partial Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 1:par1) {
a<-table.row.start(a)
a<-table.element(a,i,header=TRUE)
a<-table.element(a,round(mypacf[i],6))
mytstat <- mypacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable1.tab')

Free Statistics

Description of Statistical Computation

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code